Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 158.51% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,343 CHF | 5,671 CHF | 98.51% | 98.51% |
16/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 99.09% | 99.09% |
15/05/2024 | 156.81% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,423 CHF | 5,711 CHF | 98.86% | 98.86% |
14/05/2024 | 137.80% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,285 CHF | 6,143 CHF | 99.04% | 99.04% |
13/05/2024 | 162.51% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,178 CHF | 5,589 CHF | 94.46% | 94.46% |
10/05/2024 | 166.22% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019 CHF | 5,509 CHF | 98.12% | 98.12% |
08/05/2024 | 90.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,435 CHF | 8,218 CHF | 96.90% | 96.90% |
07/05/2024 | 52.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,431 CHF | 12,716 CHF | 96.77% | 96.77% |
06/05/2024 | 39.53% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,415 CHF | 15,208 CHF | 98.90% | 98.90% |
03/05/2024 | 29.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,583 CHF | 19,791 CHF | 98.99% | 98.99% |